package grid2 import ( "fmt" "strconv" "time" "github.com/slack-go/slack" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/style" "github.com/c9s/bbgo/pkg/types" ) type GridProfitStats struct { Symbol string `json:"symbol"` TotalBaseProfit fixedpoint.Value `json:"totalBaseProfit,omitempty"` TotalQuoteProfit fixedpoint.Value `json:"totalQuoteProfit,omitempty"` FloatProfit fixedpoint.Value `json:"floatProfit,omitempty"` GridProfit fixedpoint.Value `json:"gridProfit,omitempty"` ArbitrageCount int `json:"arbitrageCount,omitempty"` TotalFee map[string]fixedpoint.Value `json:"totalFee,omitempty"` Volume fixedpoint.Value `json:"volume,omitempty"` Market types.Market `json:"market,omitempty"` ProfitEntries []*GridProfit `json:"profitEntries,omitempty"` Since *time.Time `json:"since,omitempty"` InitialOrderID uint64 `json:"initialOrderID"` } func newGridProfitStats(market types.Market) *GridProfitStats { return &GridProfitStats{ Symbol: market.Symbol, TotalBaseProfit: fixedpoint.Zero, TotalQuoteProfit: fixedpoint.Zero, FloatProfit: fixedpoint.Zero, GridProfit: fixedpoint.Zero, ArbitrageCount: 0, TotalFee: make(map[string]fixedpoint.Value), Volume: fixedpoint.Zero, Market: market, ProfitEntries: nil, } } func (s *GridProfitStats) AddTrade(trade types.Trade) { if s.TotalFee == nil { s.TotalFee = make(map[string]fixedpoint.Value) } if fee, ok := s.TotalFee[trade.FeeCurrency]; ok { s.TotalFee[trade.FeeCurrency] = fee.Add(trade.Fee) } else { s.TotalFee[trade.FeeCurrency] = trade.Fee } if s.Since == nil { t := trade.Time.Time() s.Since = &t } } func (s *GridProfitStats) AddProfit(profit *GridProfit) { // increase arbitrage count per profit round s.ArbitrageCount++ switch profit.Currency { case s.Market.QuoteCurrency: s.TotalQuoteProfit = s.TotalQuoteProfit.Add(profit.Profit) case s.Market.BaseCurrency: s.TotalBaseProfit = s.TotalBaseProfit.Add(profit.Profit) } s.ProfitEntries = append(s.ProfitEntries, profit) } func (s *GridProfitStats) SlackAttachment() slack.Attachment { var fields = []slack.AttachmentField{ { Title: "Arbitrage Count", Value: strconv.Itoa(s.ArbitrageCount), Short: true, }, } if !s.FloatProfit.IsZero() { fields = append(fields, slack.AttachmentField{ Title: "Float Profit", Value: style.PnLSignString(s.FloatProfit), Short: true, }) } if !s.GridProfit.IsZero() { fields = append(fields, slack.AttachmentField{ Title: "Total Grid Profit", Value: style.PnLSignString(s.GridProfit), Short: true, }) } if !s.TotalQuoteProfit.IsZero() { fields = append(fields, slack.AttachmentField{ Title: "Total Quote Profit", Value: style.PnLSignString(s.TotalQuoteProfit), Short: true, }) } if !s.TotalBaseProfit.IsZero() { fields = append(fields, slack.AttachmentField{ Title: "Total Base Profit", Value: style.PnLSignString(s.TotalBaseProfit), Short: true, }) } if len(s.TotalFee) > 0 { for feeCurrency, fee := range s.TotalFee { fields = append(fields, slack.AttachmentField{ Title: fmt.Sprintf("Fee (%s)", feeCurrency), Value: fee.String() + " " + feeCurrency, Short: true, }) } } footer := "Total grid profit stats" if s.Since != nil { footer += fmt.Sprintf(" since %s", s.Since.String()) } title := fmt.Sprintf("%s Grid Profit Stats", s.Symbol) return slack.Attachment{ Title: title, Color: "warning", Fields: fields, Footer: footer, } } func (s *GridProfitStats) String() string { return s.PlainText() } func (s *GridProfitStats) PlainText() string { var o string o = fmt.Sprintf("%s Grid Profit Stats", s.Symbol) o += fmt.Sprintf(" Arbitrage count: %d", s.ArbitrageCount) if !s.FloatProfit.IsZero() { o += " Float profit: " + style.PnLSignString(s.FloatProfit) } if !s.GridProfit.IsZero() { o += " Grid profit: " + style.PnLSignString(s.GridProfit) } if !s.TotalQuoteProfit.IsZero() { o += " Total quote profit: " + style.PnLSignString(s.TotalQuoteProfit) + " " + s.Market.QuoteCurrency } if !s.TotalBaseProfit.IsZero() { o += " Total base profit: " + style.PnLSignString(s.TotalBaseProfit) + " " + s.Market.BaseCurrency } if len(s.TotalFee) > 0 { for feeCurrency, fee := range s.TotalFee { o += fmt.Sprintf(" Fee (%s)", feeCurrency) + fee.String() + " " + feeCurrency } } if s.Since != nil { o += fmt.Sprintf(" Since %s", s.Since.String()) } return o }